CME Euro FX Future September 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 1.3500 1.3498 -0.0002 0.0% 1.3447
High 1.3509 1.3515 0.0006 0.0% 1.3507
Low 1.3480 1.3492 0.0012 0.1% 1.3424
Close 1.3503 1.3504 0.0001 0.0% 1.3503
Range 0.0029 0.0023 -0.0006 -20.7% 0.0083
ATR 0.0047 0.0045 -0.0002 -3.6% 0.0000
Volume 179,634 133,550 -46,084 -25.7% 708,759
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3573 1.3561 1.3517
R3 1.3550 1.3538 1.3510
R2 1.3527 1.3527 1.3508
R1 1.3515 1.3515 1.3506 1.3521
PP 1.3504 1.3504 1.3504 1.3507
S1 1.3492 1.3492 1.3502 1.3498
S2 1.3481 1.3481 1.3500
S3 1.3458 1.3469 1.3498
S4 1.3435 1.3446 1.3491
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.3727 1.3698 1.3549
R3 1.3644 1.3615 1.3526
R2 1.3561 1.3561 1.3518
R1 1.3532 1.3532 1.3511 1.3547
PP 1.3478 1.3478 1.3478 1.3485
S1 1.3449 1.3449 1.3495 1.3464
S2 1.3395 1.3395 1.3488
S3 1.3312 1.3366 1.3480
S4 1.3229 1.3283 1.3457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3515 1.3424 0.0091 0.7% 0.0029 0.2% 88% True False 137,376
10 1.3515 1.3313 0.0202 1.5% 0.0035 0.3% 95% True False 136,466
20 1.3599 1.3313 0.0286 2.1% 0.0034 0.2% 67% False False 74,186
40 1.3732 1.3313 0.0419 3.1% 0.0031 0.2% 46% False False 37,286
60 1.3740 1.3313 0.0427 3.2% 0.0026 0.2% 45% False False 24,932
80 1.3740 1.3190 0.0550 4.1% 0.0025 0.2% 57% False False 18,756
100 1.3740 1.3040 0.0700 5.2% 0.0021 0.2% 66% False False 15,006
120 1.3740 1.3012 0.0728 5.4% 0.0018 0.1% 68% False False 12,507
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3613
2.618 1.3575
1.618 1.3552
1.000 1.3538
0.618 1.3529
HIGH 1.3515
0.618 1.3506
0.500 1.3504
0.382 1.3501
LOW 1.3492
0.618 1.3478
1.000 1.3469
1.618 1.3455
2.618 1.3432
4.250 1.3394
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 1.3504 1.3498
PP 1.3504 1.3493
S1 1.3504 1.3487

These figures are updated between 7pm and 10pm EST after a trading day.

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